Configuring Substrate shell completion

Substrate 2022.04 introduced shell completion. It is developed against Bash so any shell which supports Bash completion or includes a compatibility layer with Bash completion should be able to configure Substrate's shell completion.
Shell completion makes using Substrate interactively much more pleasant. We recommend adding the appropriate configuration to your ~/.profile or equivalent.
Bash
complete -C "substrate --shell-completion" substrate
Z shell
autoload compinit
compinit
autoload bashcompinit
bashcompinit
complete -C "substrate --shell-completion" substrate